HSBC Call 240 NXPI 20.12.2024
/ DE000HS3XPN7
HSBC Call 240 NXPI 20.12.2024/ DE000HS3XPN7 /
31/07/2024 18:00:53 |
Chg.+0.460 |
Bid18:09:41 |
Ask18:09:41 |
Underlying |
Strike price |
Expiration date |
Option type |
3.290EUR |
+16.25% |
3.320 Bid Size: 50,000 |
3.360 Ask Size: 50,000 |
NXP Semiconductors N... |
240.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
HS3XPN |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
28/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.84 |
Intrinsic value: |
1.61 |
Implied volatility: |
0.31 |
Historic volatility: |
0.30 |
Parity: |
1.61 |
Time value: |
1.25 |
Break-even: |
250.50 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
1.42% |
Delta: |
0.70 |
Theta: |
-0.07 |
Omega: |
5.86 |
Rho: |
0.54 |
Quote data
Open: |
3.070 |
High: |
3.290 |
Low: |
3.070 |
Previous Close: |
2.830 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.17% |
1 Month |
|
|
-18.56% |
3 Months |
|
|
-13.87% |
YTD |
|
|
+28.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.310 |
2.830 |
1M High / 1M Low: |
5.580 |
2.830 |
6M High / 6M Low: |
5.580 |
1.650 |
High (YTD): |
16/07/2024 |
5.580 |
Low (YTD): |
17/01/2024 |
1.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.617 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.41% |
Volatility 6M: |
|
139.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |